arXiv subjects

Steven L. Brunton

Publications and source records attributed to Steven L. Brunton.

At least 109 records · Page 6Linked to original sources

arXiv2021

Physics-constrained, low-dimensional models for MHD: First-principles and data-driven approaches

Plasmas are highly nonlinear and multi-scale, motivating a hierarchy of models to understand and describe their behavior. However, there is a scarcity of plasma models of lower fidelity than magnetohydrodynamics (MHD), although these reduced models hold promise for understanding key physical mechanisms, efficient computation, and real-time optimization and control. Galerkin models, obtained by projection of the MHD equations onto a truncated modal basis, and data-driven models, obtained by modern machine learning and system identification, can furnish this gap in the lower levels of the model hierarchy. This work develops a reduced-order modeling framework for compressible plasmas, leveraging decades of progress in projection-based and data-driven modeling of fluids. We begin by formalizing projection-based model reduction for nonlinear MHD systems. To avoid separate modal decompositions for the magnetic, velocity, and pressure fields, we introduce an energy inner product to synthesize all of the fields into a dimensionally-consistent, reduced-order basis. Next, we obtain an analytic model by Galerkin projection of the Hall-MHD equations onto these modes. We illustrate how global conservation laws constrain the model parameters, revealing symmetries that can be enforced in data-driven models, directly connecting these models to the underlying physics. We demonstrate the effectiveness of this approach on data from high-fidelity numerical simulations of a 3D spheromak experiment. This manuscript builds a bridge to the extensive Galerkin literature in fluid mechanics, and facilitates future principled development of projection-based and data-driven models for plasmas.

physics.comp-ph↗

arXiv2021

Deep Learning of Conjugate Mappings

Despite many of the most common chaotic dynamical systems being continuous in time, it is through discrete time mappings that much of the understanding of chaos is formed. Henri Poincaré first made this connection by tracking consecutive iterations of the continuous flow with a lower-dimensional, transverse subspace. The mapping that iterates the dynamics through consecutive intersections of the flow with the subspace is now referred to as a Poincaré map, and it is the primary method available for interpreting and classifying chaotic dynamics. Unfortunately, in all but the simplest systems, an explicit form for such a mapping remains outstanding. This work proposes a method for obtaining explicit Poincaré mappings by using deep learning to construct an invertible coordinate transformation into a conjugate representation where the dynamics are governed by a relatively simple chaotic mapping. The invertible change of variable is based on an autoencoder, which allows for dimensionality reduction, and has the advantage of classifying chaotic systems using the equivalence relation of topological conjugacies. Indeed, the enforcement of topological conjugacies is the critical neural network regularization for learning the coordinate and dynamics pairing. We provide expository applications of the method to low-dimensional systems such as the Rössler and Lorenz systems, while also demonstrating the utility of the method on infinite-dimensional systems, such as the Kuramoto--Sivashinsky equation.

math.DS↗

arXiv2021

Data-driven Modeling of Two-Dimensional Detonation Wave Fronts

Historical experimental testing of high-altitude nuclear explosions (HANEs) are known to cause severe and detrimental effects to radio frequency signals and communications infrastructure. In order to study and predict the impact of HANEs, tractable computational approaches are required to model the complex physical processes involved in the detonation wave physics. Modern reduced-order models (ROMs) can enable long-time and many-parameter simulations with minimal computational cost. However, translational and scale invariances inherent to this type of wave propagation problem are known to limit traditional ROM approaches. Specifically, dimensionality reduction methods are typically ineffective in producing low-rank models when invariances are present in the data. In this work, an unsupervised machine learning method is used to discover coordinate systems that make such invariances amenable to traditional dimensionality reduction methods. The method, which has previously been demonstrated on one-dimensional translations, is extended to higher dimensions and additional invariances. A surrogate HANE system, i.e. a HANE-ROM, with one detonation wave is captured well at extremely low-rank. Two detonation-waves are also considered with various amounts of interaction between the waves, with improvements to low-rank models for multiple wave quantities with limited interaction.

physics.flu-dyn↗

arXiv2021

Learning normal form autoencoders for data-driven discovery of universal,parameter-dependent governing equations

Complex systems manifest a small number of instabilities and bifurcations that are canonical in nature, resulting in universal pattern forming characteristics as a function of some parametric dependence. Such parametric instabilities are mathematically characterized by their universal un-foldings, or normal form dynamics, whereby a parsimonious model can be used to represent the dynamics. Although center manifold theory guarantees the existence of such low-dimensional normal forms, finding them has remained a long standing challenge. In this work, we introduce deep learning autoencoders to discover coordinate transformations that capture the underlying parametric dependence of a dynamical system in terms of its canonical normal form, allowing for a simple representation of the parametric dependence and bifurcation structure. The autoencoder constrains the latent variable to adhere to a given normal form, thus allowing it to learn the appropriate coordinate transformation. We demonstrate the method on a number of example problems, showing that it can capture a diverse set of normal forms associated with Hopf, pitchfork, transcritical and/or saddle node bifurcations. This method shows how normal forms can be leveraged as canonical and universal building blocks in deep learning approaches for model discovery and reduced-order modeling.

cs.LG↗

arXiv2021

On the role of nonlinear correlations in reduced-order modeling

A major goal for reduced-order models of unsteady fluid flows is to uncover and exploit latent low-dimensional structure. Proper orthogonal decomposition (POD) provides an energy-optimal linear basis to represent the flow kinematics, but converges slowly for advection-dominated flows and tends to overestimate the number of dynamically relevant variables. We show that nonlinear correlations in the temporal POD coefficients can be exploited to identify the underlying attractor, characterized by a minimal set of driving modes and a manifold equation for the remaining modes. By viewing these nonlinear correlations as an invariant manifold reduction, this least-order representation can be used to stabilize POD-Galerkin models or as a state space for data-driven model identification. In the latter case, we use sparse polynomial regression to learn a compact, interpretable dynamical system model from the time series of the active modal coefficients. We demonstrate this perspective on a quasiperiodic shear-driven cavity flow and show that the dynamics evolve on a torus generated by two independent Stuart-Landau oscillators. These results emphasize the importance of nonlinear dimensionality reduction to reveal underlying structure in complex flows.

physics.flu-dyn↗

arXiv2021

Kernel Learning for Robust Dynamic Mode Decomposition: Linear and Nonlinear Disambiguation Optimization (LANDO)

Research in modern data-driven dynamical systems is typically focused on the three key challenges of high dimensionality, unknown dynamics, and nonlinearity. The dynamic mode decomposition (DMD) has emerged as a cornerstone for modeling high-dimensional systems from data. However, the quality of the linear DMD model is known to be fragile with respect to strong nonlinearity, which contaminates the model estimate. In contrast, sparse identification of nonlinear dynamics (SINDy) learns fully nonlinear models, disambiguating the linear and nonlinear effects, but is restricted to low-dimensional systems. In this work, we present a kernel method that learns interpretable data-driven models for high-dimensional, nonlinear systems. Our method performs kernel regression on a sparse dictionary of samples that appreciably contribute to the underlying dynamics. We show that this kernel method efficiently handles high-dimensional data and is flexible enough to incorporate partial knowledge of system physics. It is possible to accurately recover the linear model contribution with this approach, disambiguating the effects of the implicitly defined nonlinear terms, resulting in a DMD-like model that is robust to strongly nonlinear dynamics. We demonstrate our approach on data from a wide range of nonlinear ordinary and partial differential equations that arise in the physical sciences. This framework can be used for many practical engineering tasks such as model order reduction, diagnostics, prediction, control, and discovery of governing laws.

physics.flu-dyn↗

arXiv2021

An empirical mean-field model of symmetry-breaking in a turbulent wake

This work develops a low-dimensional nonlinear stochastic model of symmetry-breaking coherent structures from experimental measurements of a turbulent axisymmetric bluff body wake. Traditional model reduction methods decompose the field into a set of modes with fixed spatial support but time-varying amplitudes. However, this fixed basis cannot resolve the mean flow deformation due to variable Reynolds stresses, a central feature of Stuart's nonlinear stability mechanism, without the further assumption of weakly nonlinear interactions. Here, we introduce a parametric modal basis that depends on the instantaneous value of the unsteady aerodynamic center of pressure, which quantifies the degree to which the rotational symmetry of the wake is broken. Thus, the modes naturally interpolate between the unstable symmetric state and the nonlinear equilibrium. We estimate the modes from experimental measurements of the base pressure distribution by reducing the symmetry via phase alignment and averaging conditioned on the center of pressure. The amplitude dependence of the symmetric mode deviates significantly from the polynomial scaling predicted by weakly nonlinear analysis, confirming that the parametric basis is crucial for capturing the effect of strongly nonlinear interactions. We also introduce a second model term capturing axisymmetric fluctuations associated with the mean-field deformation. We then apply the Langevin regression system identification method to construct a stochastically forced nonlinear model for these two generalized mode coefficients. The resulting model reproduces empirical power spectra and probability distributions, suggesting a path towards developing interpretable low-dimensional models of globally unstable turbulent flows from experimental measurements.

physics.flu-dyn↗

arXiv2021

Projection-tree reduced order modeling for fast N-body computations

This work presents a data-driven reduced-order modeling framework to accelerate the computations of $N$-body dynamical systems and their pair-wise interactions. The proposed framework differs from traditional acceleration methods, like the Barnes-Hut method, which requires online tree building of the state space, or the fast-multipole method, which requires rigorous $a$ $priori$ analysis of governing kernels and online tree building. Our approach combines Barnes-Hut hierarchical decomposition, dimensional compression via the least-squares Petrov-Galerkin (LSPG) projection, and hyper-reduction by way of the Gauss-Newton with approximated tensor (GNAT) approach. The resulting $projection-tree$ reduced order model (PTROM) enables a drastic reduction in operational count complexity by constructing sparse hyper-reduced pairwise interactions of the $N$-body dynamical system. As a result, the presented framework is capable of achieving an operational count complexity that is independent of $N$, the number of bodies in the numerical domain. Capabilities of the PTROM method are demonstrated on the two-dimensional fluid-dynamic Biot-Savart kernel within a parametric and reproductive setting. Results show the PTROM is capable of achieving over 2000$\times$ wall-time speed-up with respect to the full-order model, where the speed-up increases with $N$. The resulting solution delivers quantities of interest with errors that are less than 0.1$\%$ with respect to full-order model.

cs.CE↗

arXiv2021

Promoting global stability in data-driven models of quadratic nonlinear dynamics

Modeling realistic fluid and plasma flows is computationally intensive, motivating the use of reduced-order models for a variety of scientific and engineering tasks. However, it is challenging to characterize, much less guarantee, the global stability (i.e., long-time boundedness) of these models. The seminal work of Schlegel and Noack (JFM, 2015) provided a theorem outlining necessary and sufficient conditions to ensure global stability in systems with energy-preserving, quadratic nonlinearities, with the goal of evaluating the stability of projection-based models. In this work, we incorporate this theorem into modern data-driven models obtained via machine learning. First, we propose that this theorem should be a standard diagnostic for the stability of projection-based and data-driven models, examining the conditions under which it holds. Second, we illustrate how to modify the objective function in machine learning algorithms to promote globally stable models, with implications for the modeling of fluid and plasma flows. Specifically, we introduce a modified "trapping SINDy" algorithm based on the sparse identification of nonlinear dynamics (SINDy) method. This method enables the identification of models that, by construction, only produce bounded trajectories. The effectiveness and accuracy of this approach are demonstrated on a broad set of examples of varying model complexity and physical origin, including the vortex shedding in the wake of a circular cylinder.

physics.flu-dyn↗

arXiv2021

Extraction of instantaneous frequencies and amplitudes in nonstationary time-series data

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral analysis, we propose a data-driven approach to time-frequency analysis that circumvents many of the shortcomings of classic approaches, including the extraction of nonstationary signals with discontinuities in their behavior. The method introduced is equivalent to a {\em nonstationary Fourier mode decomposition} (NFMD) for nonstationary and nonlinear temporal signals, allowing for the accurate identification of instantaneous frequencies and their amplitudes. The method is demonstrated on a diversity of time-series data, including on data from cantilever-based electrostatic force microscopy to quantify the time-dependent evolution of charging dynamics at the nanoscale.

eess.SP↗

arXiv2021

Finite-Horizon, Energy-Optimal Trajectories in Unsteady Flows

Intelligent mobile sensors, such as uninhabited aerial or underwater vehicles, are becoming prevalent in environmental sensing and monitoring applications. These active sensing platforms operate in unsteady fluid flows, including windy urban environments, hurricanes, and ocean currents. Often constrained in their actuation capabilities, the dynamics of these mobile sensors depend strongly on the background flow, making their deployment and control particularly challenging. Therefore, efficient trajectory planning with partial knowledge about the background flow is essential for teams of mobile sensors to adaptively sense and monitor their environments. In this work, we investigate the use of finite-horizon model predictive control (MPC) for the energy-efficient trajectory planning of an active mobile sensor in an unsteady fluid flow field. We uncover connections between the finite-time optimal trajectories and finite-time Lyapunov exponents (FTLE) of the background flow, confirming that energy-efficient trajectories exploit invariant coherent structures in the flow. We demonstrate our findings on the unsteady double gyre vector field, which is a canonical model for chaotic mixing in the ocean. We present an exhaustive search through critical MPC parameters including the prediction horizon, maximum sensor actuation, and relative penalty on the accumulated state error and actuation effort. We find that even relatively short prediction horizons can often yield nearly energy-optimal trajectories. These results are promising for the adaptive planning of energy-efficient trajectories for swarms of mobile sensors in distributed sensing and monitoring.

math.OC↗

arXiv2021

Nonlinear stochastic modeling with Langevin regression

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative macroscopic behavior are known, it is often difficult to derive a stochastic model that is consistent with observations. This is especially true for systems such as turbulence where the perturbations do not behave like Gaussian white noise, introducing non-Markovian behavior to the dynamics. We address these challenges with a framework for identifying interpretable stochastic nonlinear dynamics from experimental data, using both forward and adjoint Fokker-Planck equations to enforce statistical consistency. If the form of the Langevin equation is unknown, a simple sparsifying procedure can provide an appropriate functional form. We demonstrate that this method can effectively learn stochastic models in two artificial examples: recovering a nonlinear Langevin equation forced by colored noise and approximating the second-order dynamics of a particle in a double-well potential with the corresponding first-order bifurcation normal form. Finally, we apply the proposed method to experimental measurements of a turbulent bluff body wake and show that the statistical behavior of the center of pressure can be described by the dynamics of the corresponding laminar flow driven by nonlinear state-dependent noise.

cond-mat.stat-mech↗

arXiv2021

Data-Driven Stabilization of Periodic Orbits

Periodic orbits are among the simplest non-equilibrium solutions to dynamical systems, and they play a significant role in our modern understanding of the rich structures observed in many systems. For example, it is known that embedded within any chaotic attractor are infinitely many unstable periodic orbits (UPOs) and so a chaotic trajectory can be thought of as `jumping' from one UPO to another in a seemingly unpredictable manner. A number of studies have sought to exploit the existence of these UPOs to control a chaotic system. These methods rely on introducing small, precise parameter manipulations each time the trajectory crosses a transverse section to the flow. Typically these methods suffer from the fact that they require a precise description of the Poincaré mapping for the flow, which is a difficult task since there is no systematic way of producing such a mapping associated to a given system. Here we employ recent model discovery methods for producing accurate and parsimonious parameter-dependent Poincaré mappings to stabilize UPOs in nonlinear dynamical systems. Specifically, we use the sparse identification of nonlinear dynamics (SINDy) method to frame model discovery as a sparse regression problem, which can be implemented in a computationally efficient manner. This approach provides an explicit Poincaré mapping that faithfully describes the dynamics of the flow in the Poincaré section and can be used to identify UPOs. For each UPO, we then determine the parameter manipulations that stabilize this orbit. The utility of these methods are demonstrated on a variety of differential equations, including the Rössler system in a chaotic parameter regime.

math.DS↗

arXiv2021

Near-Wake Dynamics of a Vertical-Axis Turbine

Cross-flow, or vertical-axis, turbines are a promising technology for capturing kinetic energy in wind or flowing water and their inherently unsteady fluid mechanics present unique opportunities for control optimization of individual rotors or arrays. To explore the potential for beneficial interactions between turbines in an array, coherent structures in the wake of a single two-bladed cross-flow turbine are examined using planar stereo particle image velocimetry in a water channel. First, the mean wake structure of this high chord-to-radius ratio rotor is described, compared to previous studies, and a simple explanation for observed wake deflection is presented. Second, the unsteady flow is then analyzed via the triple decomposition, with the periodic component extracted using a combination of traditional techniques and a novel implementation of the optimized dynamic mode decomposition. The latter method is shown to outperform conditional averaging and Fourier methods, as well as uncover frequencies suggesting a transition to bluff-body shedding in the far wake. Third, vorticity and finite-time Lyapunov exponents are then employed to further analyze the oscillatory wake component. Vortex streets on both sides of the wake are identified, and their formation mechanisms and effects on the mean flow are discussed. Strong axial (vertical) flow is observed in vortical structures shed on the retreating side of the rotor where the blades travel downstream. Time-resolved tracking of these vortices is performed, which demonstrates that vortex trajectories have significant rotation-to-rotation variation within one diameter downstream. This variability suggests it would be challenging to harness or avoid such structures at greater downstream distances.

physics.flu-dyn↗

arXiv2021

PySensors: A Python Package for Sparse Sensor Placement

PySensors is a Python package for selecting and placing a sparse set of sensors for classification and reconstruction tasks. Specifically, PySensors implements algorithms for data-driven sparse sensor placement optimization for reconstruction (SSPOR) and sparse sensor placement optimization for classification (SSPOC). In this work we provide a brief description of the mathematical algorithms and theory for sparse sensor optimization, along with an overview and demonstration of the features implemented in PySensors (with code examples). We also include practical advice for user and a list of potential extensions to PySensors. Software is available at https://github.com/dynamicslab/pysensors.

eess.SP↗

arXiv2021

Data-driven discovery of Koopman eigenfunctions for control

Data-driven transformations that reformulate nonlinear systems in a linear framework have the potential to enable the prediction, estimation, and control of strongly nonlinear dynamics using linear systems theory. The Koopman operator has emerged as a principled linear embedding of nonlinear dynamics, and its eigenfunctions establish intrinsic coordinates along which the dynamics behave linearly. Previous studies have used finite-dimensional approximations of the Koopman operator for model-predictive control approaches. In this work, we illustrate a fundamental closure issue of this approach and argue that it is beneficial to first validate eigenfunctions and then construct reduced-order models in these validated eigenfunctions. These coordinates form a Koopman-invariant subspace by design and, thus, have improved predictive power. We show then how the control can be formulated directly in these intrinsic coordinates and discuss potential benefits and caveats of this perspective. The resulting control architecture is termed Koopman Reduced Order Nonlinear Identification and Control (KRONIC). It is demonstrated that these eigenfunctions can be approximated with data-driven regression and power series expansions, based on the partial differential equation governing the infinitesimal generator of the Koopman operator. Validating discovered eigenfunctions is crucial and we show that lightly damped eigenfunctions may be faithfully extracted from EDMD or an implicit formulation. These lightly damped eigenfunctions are particularly relevant for control, as they correspond to nearly conserved quantities that are associated with persistent dynamics, such as the Hamiltonian. KRONIC is then demonstrated on a number of relevant examples, including 1) a nonlinear system with a known linear embedding, 2) a variety of Hamiltonian systems, and 3) a high-dimensional double-gyre model for ocean mixing.

math.OC↗

arXiv2021

Structured Time-Delay Models for Dynamical Systems with Connections to Frenet-Serret Frame

Time-delay embeddings and dimensionality reduction are powerful techniques for discovering effective coordinate systems to represent the dynamics of physical systems. Recently, it has been shown that models identified by dynamic mode decomposition (DMD) on time-delay coordinates provide linear representations of strongly nonlinear systems, in the so-called Hankel alternative view of Koopman (HAVOK) approach. Curiously, the resulting linear model has a matrix representation that is approximately antisymmetric and tridiagonal with a zero diagonal; for chaotic systems, there is an additional forcing term in the last component. In this paper, we establish a new theoretical connection between HAVOK and the Frenet-Serret frame from differential geometry, and also develop an improved algorithm to identify more stable and accurate models from less data. In particular, we show that the sub- and super-diagonal entries of the linear model correspond to the intrinsic curvatures in Frenet-Serret frame. Based on this connection, we modify the algorithm to promote this antisymmetric structure, even in the noisy, low-data limit. We demonstrate this improved modeling procedure on data from several nonlinear synthetic and real-world examples.

math.DS↗

arXiv2021

Learning dominant physical processes with data-driven balance models

Throughout the history of science, physics-based modeling has relied on judiciously approximating observed dynamics as a balance between a few dominant processes. However, this traditional approach is mathematically cumbersome and only applies in asymptotic regimes where there is a strict separation of scales in the physics. Here, we automate and generalize this approach to non-asymptotic regimes by introducing the idea of an equation space, in which different local balances appear as distinct subspace clusters. Unsupervised learning can then automatically identify regions where groups of terms may be neglected. We show that our data-driven balance models successfully delineate dominant balance physics in a much richer class of systems. In particular, this approach uncovers key mechanistic models in turbulence, combustion, nonlinear optics, geophysical fluids, and neuroscience.

physics.flu-dyn↗